-25.9%
CCJ vs AZO
-7.5%
-18.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.5% |
| 7D | -14.5% | +5.3% | -19.9% | -14.9% |
| 30D | -18.1% | +18.4% | -36.5% | -19.6% |
| 3M | -23.0% | +9.8% | -32.8% | -23.9% |
| 6M | -39.4% | -4.5% | -34.9% | -38.3% |
| YTD | -21.7% | -1.9% | -19.7% | -18.3% |
| 1Y | -25.9% | -9.5% | -16.4% | -24.2% |
| All | -25.9% | -7.5% | -18.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling